-26.5%
LEN vs SBAC
-9.5%
-17.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -8.9% | +3.2% | -12.1% | -9.9% |
| 3M | -10.9% | -5.1% | -5.8% | -9.6% |
| 6M | -19.7% | -2.1% | -17.6% | -19.8% |
| YTD | -20.6% | -0.5% | -20.1% | -21.5% |
| 1Y | -42.4% | +1.1% | -43.6% | -43.6% |
| 3Y | -26.5% | -7.4% | -19.1% | -27.1% |
| All | -26.5% | -9.5% | -17.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling